Package net.finmath.smartcontract.product.xml

Class Swaption

java.lang.Object
net.finmath.smartcontract.product.xml.Product
net.finmath.smartcontract.product.xml.Swaption
public class Swaption extends Product
A type to define an option on a swap.

Java class for Swaption complex type.

The following schema fragment specifies the expected content contained within this class. 

 <complexType name="Swaption">
   <complexContent>
     <extension base="{http://www.fpml.org/FpML-5/confirmation}Product">
       <sequence>
         <group ref="{http://www.fpml.org/FpML-5/confirmation}BuyerSeller.model"/>
         <element name="premium" type="{http://www.fpml.org/FpML-5/confirmation}Payment" maxOccurs="unbounded" minOccurs="0"/>
         <element ref="{http://www.fpml.org/FpML-5/confirmation}exercise"/>
         <element name="exerciseProcedure" type="{http://www.fpml.org/FpML-5/confirmation}ExerciseProcedure" minOccurs="0"/>
         <element name="calculationAgent" type="{http://www.fpml.org/FpML-5/confirmation}CalculationAgent" minOccurs="0"/>
         <choice minOccurs="0">
           <element name="cashSettlement" type="{http://www.fpml.org/FpML-5/confirmation}CashSettlement"/>
           <element name="physicalSettlement" type="{http://www.fpml.org/FpML-5/confirmation}SwaptionPhysicalSettlement"/>
         </choice>
         <element name="swaptionStraddle" type="{http://www.w3.org/2001/XMLSchema}boolean"/>
         <element name="swaptionAdjustedDates" type="{http://www.fpml.org/FpML-5/confirmation}SwaptionAdjustedDates" minOccurs="0"/>
         <element name="swap" type="{http://www.fpml.org/FpML-5/confirmation}Swap"/>
       </sequence>
     </extension>
   </complexContent>
 </complexType>

  • Field Details

  • Constructor Details

    • Swaption

      public Swaption()

  • Method Details

    • getBuyerPartyReference

      public PartyReference getBuyerPartyReference()
      Gets the value of the buyerPartyReference property.
      Returns:
      possible object is PartyReference

    • setBuyerPartyReference

      public void setBuyerPartyReference​(PartyReference value)
      Sets the value of the buyerPartyReference property.
      Parameters:
      value - allowed object is PartyReference

    • getBuyerAccountReference

      public AccountReference getBuyerAccountReference()
      Gets the value of the buyerAccountReference property.
      Returns:
      possible object is AccountReference

    • setBuyerAccountReference

      public void setBuyerAccountReference​(AccountReference value)
      Sets the value of the buyerAccountReference property.
      Parameters:
      value - allowed object is AccountReference

    • getSellerPartyReference

      public PartyReference getSellerPartyReference()
      Gets the value of the sellerPartyReference property.
      Returns:
      possible object is PartyReference

    • setSellerPartyReference

      public void setSellerPartyReference​(PartyReference value)
      Sets the value of the sellerPartyReference property.
      Parameters:
      value - allowed object is PartyReference

    • getSellerAccountReference

      public AccountReference getSellerAccountReference()
      Gets the value of the sellerAccountReference property.
      Returns:
      possible object is AccountReference

    • setSellerAccountReference

      public void setSellerAccountReference​(AccountReference value)
      Sets the value of the sellerAccountReference property.
      Parameters:
      value - allowed object is AccountReference

    • getPremium

      public List<Payment> getPremium()
      Gets the value of the premium property.

      This accessor method returns a reference to the live list, not a snapshot. Therefore any modification you make to the returned list will be present inside the Jakarta XML Binding object. This is why there is not a set method for the premium property.

      For example, to add a new item, do as follows: 

          getPremium().add(newItem);

      Objects of the following type(s) are allowed in the list Payment

    • getExercise

      public jakarta.xml.bind.JAXBElement<? extends Exercise> getExercise()
      Gets the value of the exercise property.
      Returns:
      possible object is JAXBElement<AmericanExercise> JAXBElement<EuropeanExercise> JAXBElement<BermudaExercise> JAXBElement<Exercise>

    • setExercise

      public void setExercise​(jakarta.xml.bind.JAXBElement<? extends Exercise> value)
      Sets the value of the exercise property.
      Parameters:
      value - allowed object is JAXBElement<AmericanExercise> JAXBElement<EuropeanExercise> JAXBElement<BermudaExercise> JAXBElement<Exercise>

    • getExerciseProcedure

      public ExerciseProcedure getExerciseProcedure()
      Gets the value of the exerciseProcedure property.
      Returns:
      possible object is ExerciseProcedure

    • setExerciseProcedure

      public void setExerciseProcedure​(ExerciseProcedure value)
      Sets the value of the exerciseProcedure property.
      Parameters:
      value - allowed object is ExerciseProcedure

    • getCalculationAgent

      public CalculationAgent getCalculationAgent()
      Gets the value of the calculationAgent property.
      Returns:
      possible object is CalculationAgent

    • setCalculationAgent

      public void setCalculationAgent​(CalculationAgent value)
      Sets the value of the calculationAgent property.
      Parameters:
      value - allowed object is CalculationAgent

    • getCashSettlement

      public CashSettlement getCashSettlement()
      Gets the value of the cashSettlement property.
      Returns:
      possible object is CashSettlement

    • setCashSettlement

      public void setCashSettlement​(CashSettlement value)
      Sets the value of the cashSettlement property.
      Parameters:
      value - allowed object is CashSettlement

    • getPhysicalSettlement

      public SwaptionPhysicalSettlement getPhysicalSettlement()
      Gets the value of the physicalSettlement property.
      Returns:
      possible object is SwaptionPhysicalSettlement

    • setPhysicalSettlement

      public void setPhysicalSettlement​(SwaptionPhysicalSettlement value)
      Sets the value of the physicalSettlement property.
      Parameters:
      value - allowed object is SwaptionPhysicalSettlement

    • isSwaptionStraddle

      public boolean isSwaptionStraddle()
      Gets the value of the swaptionStraddle property.

    • setSwaptionStraddle

      public void setSwaptionStraddle​(boolean value)
      Sets the value of the swaptionStraddle property.

    • getSwaptionAdjustedDates

      public SwaptionAdjustedDates getSwaptionAdjustedDates()
      Gets the value of the swaptionAdjustedDates property.
      Returns:
      possible object is SwaptionAdjustedDates

    • setSwaptionAdjustedDates

      public void setSwaptionAdjustedDates​(SwaptionAdjustedDates value)
      Sets the value of the swaptionAdjustedDates property.
      Parameters:
      value - allowed object is SwaptionAdjustedDates

    • getSwap

      public Swap getSwap()
      Gets the value of the swap property.
      Returns:
      possible object is Swap

    • setSwap

      public void setSwap​(Swap value)
      Sets the value of the swap property.
      Parameters:
      value - allowed object is Swap